Numerical Methods

The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems

Jan 1, 2024

Product-form estimators: exploiting independence to scale up Monte Carlo

Jan 1, 2022

Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations

Jan 1, 2021

Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces

Jan 1, 2021

Bounding the stationary distributions of the chemical master equation via mathematical programming

Jul 1, 2019

The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains

Jan 1, 2019

Diffusion limit for the random walk Metropolis algorithm out of stationarity

Jan 1, 2019

Non-stationary phase of the MALA algorithm

Jan 1, 2018

Deterministic approximation schemes with computable errors for the distributions of Markov chains

Jan 1, 2017

Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming

Jan 1, 2016